+12.7%
LRCX vs GWRE
-24.6%
+37.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.9% | -14.4% | -16.9% |
| 7D | -27.2% | +4.5% | -31.7% | -26.1% |
| 30D | -44.5% | +1.7% | -46.3% | -43.9% |
| 3M | -39.7% | +4.4% | -44.1% | -37.3% |
| 6M | -32.7% | +19.5% | -52.2% | -23.4% |
| YTD | +8.5% | -16.7% | +25.3% | +21.2% |
| 1Y | +12.7% | -24.0% | +36.7% | +29.1% |
| All | +12.7% | -24.6% | +37.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling